First you have to ask yourself, “Why am I writing?” Don’t worry–there’s really no wrong answer to this question.
If you’re writing to express yourself, to work through a tough idea you’ve been mulling over, to practice getting better at putting thoughts down on paper, then I’d say it doesn’t matter if your friend didn’t like your story. You didn’t write it for her. You wrote it for you.
However, if you’re writing want others to enjoy what you’ve written and come back for more, by all means you need to figure out what your potential readers like. This is called “finding your target audience.” It’s possible that in the process, you’ll find others who enjoy your brand of depressing, but don’t count on it. If you’re hoping to be published or self-published, you need to be writing what readers want to read.
But of course there’s no rule that you can’t do both kinds of writing. Maybe it will be at different times or in different venues, or maybe you’ll find that sweet spot where what you love best to write and what readers love best to read happen to be one and the same…either way, happy writing!